ScholarLens Back to search
2011•Journal of Inner Mongolia Agricultural UniversityRequires access

THE APPLICATION OF ARIMA MODEL IN SHANGHAI COMPOSITE INDEX

Sun Peng-zhe

Open publisher page 0 citations

Abstract

In order to study the changes of Shanghai Comprehensive index and predict the trend of stock market fluctuations,this paper constructed some prediction models through time-series analysis.The models were applied to daily index prediction.The results show that the predictions almost approach the truth.So the study is able to provide the effective basis with investors of stock market for right investments.

About this research paper

What this paper is about

In order to study the changes of Shanghai Comprehensive index and predict the trend of stock market fluctuations,this paper constructed some prediction models through time-series analysis.The models were applied to daily index prediction.The results show that the predictions almost approach the truth.So the study is able to provide the effective basis with investors of stock market for right investments.

Why it matters

A significance statement is not available in the OpenAlex record.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Available abstract

In order to study the changes of Shanghai Comprehensive index and predict the trend of stock market fluctuations,this paper constructed some prediction models through time-series analysis.The models were applied to daily index prediction.The results show that the predictions almost approach the truth.So the study is able to provide the effective basis with investors of stock market for right investments.

Key concepts: Autoregressive integrated moving average, Composite index, Stock market index, Index (typography), Econometrics, Stock market, Capitalization-weighted index, Time series

Related papers

Related paper 1Related paper 2Related paper 3
Back to paper searchBrowse research topicsOriginal source
THE APPLICATION OF ARIMA MODEL IN SHANGHAI COMPOSITE INDEX — Research Paper | ScholarLens